-79.6%
SPXS vs GFI
+287.6%
-367.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -2.6% |
| 7D | +2.5% | -4.9% | +7.3% | +1.6% |
| 30D | +4.2% | +10.7% | -6.5% | +6.3% |
| 3M | -9.3% | +25.6% | -34.9% | -4.8% |
| 6M | -30.7% | -8.3% | -22.4% | -29.5% |
| YTD | -28.1% | +6.3% | -34.4% | -25.0% |
| 1Y | -35.1% | +22.1% | -57.1% | -30.7% |
| 3Y | -79.6% | +289.2% | -368.8% | -73.7% |
| All | -79.6% | +287.6% | -367.2% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GFI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling